Trading Metrics calculated at close of trading on 28-Aug-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2007 |
28-Aug-2007 |
Change |
Change % |
Previous Week |
Open |
6,202.0 |
6,160.0 |
-42.0 |
-0.7% |
5,780.0 |
High |
6,208.0 |
6,184.0 |
-24.0 |
-0.4% |
6,184.0 |
Low |
6,156.0 |
6,130.0 |
-26.0 |
-0.4% |
5,751.0 |
Close |
6,189.0 |
6,168.0 |
-21.0 |
-0.3% |
6,092.0 |
Range |
52.0 |
54.0 |
2.0 |
3.8% |
433.0 |
ATR |
137.1 |
131.5 |
-5.6 |
-4.1% |
0.0 |
Volume |
22,412 |
19,782 |
-2,630 |
-11.7% |
169,646 |
|
Daily Pivots for day following 28-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,322.7 |
6,299.3 |
6,197.7 |
|
R3 |
6,268.7 |
6,245.3 |
6,182.9 |
|
R2 |
6,214.7 |
6,214.7 |
6,177.9 |
|
R1 |
6,191.3 |
6,191.3 |
6,173.0 |
6,203.0 |
PP |
6,160.7 |
6,160.7 |
6,160.7 |
6,166.5 |
S1 |
6,137.3 |
6,137.3 |
6,163.1 |
6,149.0 |
S2 |
6,106.7 |
6,106.7 |
6,158.1 |
|
S3 |
6,052.7 |
6,083.3 |
6,153.2 |
|
S4 |
5,998.7 |
6,029.3 |
6,138.3 |
|
|
Weekly Pivots for week ending 24-Aug-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,308.0 |
7,133.0 |
6,330.2 |
|
R3 |
6,875.0 |
6,700.0 |
6,211.1 |
|
R2 |
6,442.0 |
6,442.0 |
6,171.4 |
|
R1 |
6,267.0 |
6,267.0 |
6,131.7 |
6,354.5 |
PP |
6,009.0 |
6,009.0 |
6,009.0 |
6,052.8 |
S1 |
5,834.0 |
5,834.0 |
6,052.3 |
5,921.5 |
S2 |
5,576.0 |
5,576.0 |
6,012.6 |
|
S3 |
5,143.0 |
5,401.0 |
5,972.9 |
|
S4 |
4,710.0 |
4,968.0 |
5,853.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,208.0 |
5,932.0 |
276.0 |
4.5% |
72.8 |
1.2% |
86% |
False |
False |
26,816 |
10 |
6,208.0 |
5,535.0 |
673.0 |
10.9% |
121.5 |
2.0% |
94% |
False |
False |
35,753 |
20 |
6,208.0 |
5,535.0 |
673.0 |
10.9% |
109.0 |
1.8% |
94% |
False |
False |
33,266 |
40 |
6,452.0 |
5,535.0 |
917.0 |
14.9% |
80.8 |
1.3% |
69% |
False |
False |
26,525 |
60 |
6,452.0 |
5,535.0 |
917.0 |
14.9% |
71.1 |
1.2% |
69% |
False |
False |
26,474 |
80 |
6,452.0 |
5,535.0 |
917.0 |
14.9% |
62.1 |
1.0% |
69% |
False |
False |
19,901 |
100 |
6,452.0 |
5,535.0 |
917.0 |
14.9% |
51.8 |
0.8% |
69% |
False |
False |
15,942 |
120 |
6,452.0 |
5,535.0 |
917.0 |
14.9% |
47.0 |
0.8% |
69% |
False |
False |
13,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,413.5 |
2.618 |
6,325.4 |
1.618 |
6,271.4 |
1.000 |
6,238.0 |
0.618 |
6,217.4 |
HIGH |
6,184.0 |
0.618 |
6,163.4 |
0.500 |
6,157.0 |
0.382 |
6,150.6 |
LOW |
6,130.0 |
0.618 |
6,096.6 |
1.000 |
6,076.0 |
1.618 |
6,042.6 |
2.618 |
5,988.6 |
4.250 |
5,900.5 |
|
|
Fisher Pivots for day following 28-Aug-2007 |
Pivot |
1 day |
3 day |
R1 |
6,164.3 |
6,158.5 |
PP |
6,160.7 |
6,149.0 |
S1 |
6,157.0 |
6,139.5 |
|